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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
-2.76%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$190B
AUM Growth
-$5.29B
Cap. Flow
+$4.62B
Cap. Flow %
2.43%
Top 10 Hldgs %
23.65%
Holding
3,846
New
220
Increased
2,219
Reduced
1,217
Closed
173

Top Buys

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$329M
2
SHEL icon
Shell
SHEL
+$218M
3
AAPL icon
Apple
AAPL
+$215M
4
AMD icon
Advanced Micro Devices
AMD
+$206M
5
BRK.B icon
Berkshire Hathaway Class B
BRK.B
+$153M

Top Sells

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$679M
2
VOO icon
Vanguard S&P 500 ETF
VOO
+$210M
3
META icon
Meta Platforms (Facebook)
META
+$178M
4
XLNX
Xilinx Inc
XLNX
+$175M
5
INFO
IHS Markit Ltd. Common Shares
INFO
+$159M

Sector Composition

Rank Sector Weight
1 Technology 24.29%
2 Financials 13.33%
3 Healthcare 12.88%
4 Consumer Discretionary 10.38%
5 Industrials 7.99%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
KTOS icon
2251
Kratos Defense & Security Solutions
KTOS
$9.05B
$2.73M ﹤0.01%
133,264
+12,417
+10% +$227K
SBI
2252
Western Asset Intermediate Muni Fund
SBI
$103M
$2.71M ﹤0.01%
315,918
+11,637
+4% +$105K
TME icon
2253
Tencent Music
TME
$12.7B
$2.71M ﹤0.01%
557,151
-102,737
-16% -$578K
CSV icon
2254
Carriage Services
CSV
$499M
$2.71M ﹤0.01%
50,794
-9,411
-16% -$496K
GEO icon
2255
The GEO Group
GEO
$4.21B
$2.71M ﹤0.01%
409,710
-384,717
-48% -$2.52M
SMP icon
2256
Standard Motor Products
SMP
$838M
$2.7M ﹤0.01%
62,546
+4,259
+7% +$200K
BSY icon
2257
Bentley Systems
BSY
$9.4B
$2.69M ﹤0.01%
60,834
+41,054
+208% +$1.64M
SAVE
2258
DELISTED
Spirit Airlines, Inc.
SAVE
$2.68M ﹤0.01%
122,614
-14,380
-10% -$329K
TBRG
2259
DELISTED
TruBridge
TBRG
$2.68M ﹤0.01%
77,805
+982
+1% +$30K
FCBC icon
2260
First Community Bankshares
FCBC
$892M
$2.68M ﹤0.01%
94,973
-8,718
-8% -$267K
HEES
2261
DELISTED
H&E Equipment Services
HEES
$2.67M ﹤0.01%
61,477
+16,475
+37% +$693K
DH icon
2262
Definitive Healthcare
DH
$99.4M
$2.67M ﹤0.01%
108,346
+92,642
+590% +$2.09M
ESGR
2263
DELISTED
Enstar Group
ESGR
$2.67M ﹤0.01%
10,208
+1,635
+19% +$434K
ALKS icon
2264
Alkermes
ALKS
$7.79B
$2.66M ﹤0.01%
101,152
-9,589
-9% -$237K
QNST icon
2265
QuinStreet
QNST
$1.01B
$2.65M ﹤0.01%
228,379
+50,557
+28% +$680K
FSV icon
2266
FirstService
FSV
$5.81B
$2.64M ﹤0.01%
18,253
+6,033
+49% +$918K
HTHT icon
2267
Huazhu Hotels Group
HTHT
$13.4B
$2.64M ﹤0.01%
79,960
+17,997
+29% +$667K
IYT icon
2268
iShares US Transportation ETF
IYT
$2.07B
$2.64M ﹤0.01%
39,088
+252
+0.6% +$16.6K
CVSA
2269
Covista Inc
CVSA
$4.29B
$2.64M ﹤0.01%
88,759
+14,061
+19% +$378K
VLGEA icon
2270
Village Super Market
VLGEA
$653M
$2.64M ﹤0.01%
107,606
+43,398
+68% +$1M
AVTA
2271
DELISTED
Avantax, Inc. Common Stock
AVTA
$2.63M ﹤0.01%
134,712
+7,717
+6% +$140K
ETD icon
2272
Ethan Allen Interiors
ETD
$545M
$2.63M ﹤0.01%
100,883
+7,094
+8% +$183K
UWMC icon
2273
UWM Holdings
UWMC
$427M
$2.62M ﹤0.01%
578,931
+78,338
+16% +$378K
MYE icon
2274
Myers Industries
MYE
$1.19B
$2.62M ﹤0.01%
121,379
+8,145
+7% +$149K
AGM icon
2275
Federal Agricultural Mortgage
AGM
$2.43B
$2.62M ﹤0.01%
24,161
+1,153
+5% +$141K
89 90
91
92 93

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MCM
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PSUF
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Parametric Portfolio Associates's Q1 2022 Portfolio in Review

As of Q1 2022, Parametric Portfolio Associates held 3,846 positions worth $190B, down 2.7% from $195B the previous quarter. Its ten largest holdings account for 24% of the portfolio.

Parametric Portfolio Associates's Q1 2022 filing shows 220 new, 2,219 increased, 1,217 reduced and 173 closed positions. Its largest new stake was Shell: 4,108,679 shares worth $226M. The largest sale was iShares Core S&P 500 ETF, an estimated $679M.

By sector, the portfolio is most concentrated in Technology at 24% of assets, down from 25% a quarter earlier, followed by Financials and Healthcare.

  • Parametric Portfolio Associates's largest Q1 2022 buy was Shell: 4,108,679 shares worth $226M.
  • Parametric Portfolio Associates added most to Microsoft in Q1 2022, an estimated $329M increase.
  • Parametric Portfolio Associates's biggest Q1 2022 reduction was iShares Core S&P 500 ETF, cutting an estimated $679M.
  • Parametric Portfolio Associates fully exited Xilinx Inc in Q1 2022, selling an estimated $175M.
  • Parametric Portfolio Associates's ten largest holdings make up 24% of its $190B portfolio in Q1 2022.
  • Parametric Portfolio Associates opened 220 new positions and closed 173 in Q1 2022.
  • Parametric Portfolio Associates's portfolio value fell 2.7% quarter-over-quarter to $190B.

Based on Parametric Portfolio Associates's 13F filing for Q1 2022, filed 16 May 2022.